Differentially Private Bilevel Optimization
Keywords: Bilevel optimization, differential privacy, nonconvex optimization, first-order methods
TL;DR: We present the first differentially private first-order algorithms for bilevel optimization.
Abstract: We present differentially private (DP) algorithms for bilevel optimization, a problem class that received significant attention lately in various machine learning applications.
These are the first DP algorithms for this task that are able to provide any desired privacy, while also avoiding Hessian computations which are prohibitive in large-scale settings.
Under the well-studied setting in which the upper-level is not necessarily convex and the lower-level problem is strongly-convex, our proposed gradient-based $(\epsilon,\delta)$-DP algorithm returns a point with hypergradient norm at most $\widetilde{\mathcal{O}}\left((\sqrt{d_\mathrm{up}}/\epsilon n)^{1/2}+(\sqrt{d_\mathrm{low}}/\epsilon n)^{1/3}\right)$ where $n$ is the dataset size, and $d_\mathrm{up}/d_\mathrm{low}$ are the upper/lower level dimensions.
Our analysis covers constrained and unconstrained problems alike, accounts for mini-batch gradients, and applies to both empirical and population losses.
Primary Area: optimization
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Submission Number: 590
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